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Why You Need A 'Trading System'

Cover of  by Emilio Tomasini and Urban Jaekle

In many successful trading systems, especially trend following systems, it is not uncommon that only half of all trades or even less end in a profit.

But these winners are on average by a huge factor bigger than the losers and therefore let your account grow. As an example you find here an equity curve of a system which chooses strongly uptrending stocks within the S&P 500 by Bollinger breakouts (figure 1a and 1b). This system gains in average 13.4% per year between 1991 and 2020. (The backtest was performed with AmiBroker and includes 0.25% Slippage and Commissions. The system has a maximum of ten stock positions open at the same time; the detailed rules you find in the newly updated book 'Trading Systems').

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